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This paper studies the stochastic optimal control problem for systems with unknown dynamics. First, an open-loop deterministic trajectory optimization problem is solved without knowing the explicit form of the dynamical system. Next, a…

Systems and Control · Computer Science 2017-05-30 Dan Yu , Mohammadhussein Rafieisakhaei , Suman Chakravorty

The standard linear quadratic Gaussian (LQG) framework assumes a Brownian noise process and relies on classical stochastic calculus tools, such as those based on It\^o calculus. In this paper, we solve a generalized linear quadratic optimal…

Systems and Control · Electrical Eng. & Systems 2026-02-11 Mostafa M. Shibl , Sharan Srinivasan , Harsha Honnappa , Vijay Gupta

In this work, we revisit the Linear Quadratic Gaussian (LQG) optimal control problem from a behavioral perspective. Motivated by the suitability of behavioral models for data-driven control, we begin with a reformulation of the LQG problem…

Systems and Control · Electrical Eng. & Systems 2022-09-20 Abed AlRahman Al Makdah , Vishaal Krishnan , Vaibhav Katewa , Fabio Pasqualetti

Planning under motion and observation uncertainties requires solution of a stochastic control problem in the space of feedback policies. In this paper, we reduce the general (n^2+n)-dimensional belief space planning problem to an…

Robotics · Computer Science 2016-08-12 Mohammadhussein Rafieisakhaei , Suman Chakravorty , P. R. Kumar

Lane-free vehicle movement has been recently proposed for connected automated vehicles (CAV) due to various potential advantages. One such advantage stems from the fact that incremental changes of the road width in lane-free traffic lead to…

Systems and Control · Electrical Eng. & Systems 2021-05-31 Milad Malekzadeh , Ioannis Papamichail , Markos Papageorgiou

We study the problem of adaptive control in partially observable linear quadratic Gaussian control systems, where the model dynamics are unknown a priori. We propose LqgOpt, a novel reinforcement learning algorithm based on the principle of…

Machine Learning · Computer Science 2020-06-25 Sahin Lale , Kamyar Azizzadenesheli , Babak Hassibi , Anima Anandkumar

In this paper, a robust nonlinear control scheme is proposed for a nonlinear multi-input multi-output (MIMO) system subject to bounded time varying uncertainty which satisfies a certain integral quadratic constraint condition. The scheme…

Systems and Control · Computer Science 2016-08-14 Obaid Ur Rehman , Ian R. Petersen , Barış Fidan

We consider event-triggered linear-quadratic Gaussian (LQG) control when sensor updates are transmitted over an i.i.d. packet-erasure channel. Although the optimal controller in a standard LQG setup is available in closed form, choosing…

Systems and Control · Electrical Eng. & Systems 2026-04-08 Zahra Hashemi , Dipankar Maity

This paper addresses the problem of distributed coordination control for multi-robot systems (MRSs) in the presence of localization uncertainty using a Linear Quadratic Gaussian (LQG) approach. We introduce a stochastic LQG control strategy…

Systems and Control · Electrical Eng. & Systems 2025-04-07 Tohid Kargar Tasooji , Sakineh Khodadadi

Constrained Iterative Linear Quadratic Regulator (CILQR), a variant of ILQR, has been recently proposed for motion planning problems of autonomous vehicles to deal with constraints such as obstacle avoidance and reference tracking. However,…

Robotics · Computer Science 2020-03-06 Yanjun Pan , Qin Lin , Het Shah , John M. Dolan

Stochastic control deals with finding an optimal control signal for a dynamical system in a setting with uncertainty, playing a key role in numerous applications. The linear quadratic Gaussian (LQG) is a widely-used setting, where the…

Systems and Control · Electrical Eng. & Systems 2022-10-26 Solomon Goldgraber Casspi , Oliver Husser , Guy Revach , Nir Shlezinger

The Linear Quadratic Gaussian (LQG) controller is known to be inherently fragile to model misspecifications common in real-world situations. We consider discrete-time partially observable stochastic linear systems and provide a…

Optimization and Control · Mathematics 2025-07-31 Marta Fochesato , Lucia Falconi , Mattia Zorzi , Augusto Ferrante , John Lygeros

In this paper, we propose a novel linear quadratic Gaussian controller whose parameters can be automatically tuned. While linear quadratic regulator method has been widely used in adaptive cruise control system design, researchers have not…

Systems and Control · Electrical Eng. & Systems 2020-12-01 Yuncheng Jiang , Lilong Cai , Xiaofeng Jin

This paper presents a novel direct data-driven control framework for solving the linear quadratic regulator (LQR) under disturbances and noisy state measurements. The system dynamics are assumed unknown, and the LQR solution is learned…

Systems and Control · Electrical Eng. & Systems 2025-05-13 Ramin Esmzad , Gokul S. Sankar , Teawon Han , Hamidreza Modares

In this work we evaluate Iterative Linear Quadratic Regulator(ILQR) for trajectory tracking of two different kinds of wheeled mobile robots namely Warthog (Fig. 1), an off-road holonomic robot with skid-steering and Polaris GEM e6 [1], a…

Robotics · Computer Science 2025-05-14 Akhil Nagariya , Srikanth Saripalli

We present a model-based globally convergent policy gradient method (PGM) for linear quadratic Gaussian (LQG) control. Firstly, we establish equivalence between optimizing dynamic output feedback controllers and designing a static feedback…

Optimization and Control · Mathematics 2024-02-27 Tomonori Sadamoto , Fumiya Nakamata

This paper addresses the problem of event-based distributed Linear Quadratic Gaussian (LQG) control for multirobot coordination under localization uncertainty. An event-triggered LQG rendezvous control strategy is proposed to ensure…

Systems and Control · Electrical Eng. & Systems 2025-04-07 Tohid Kargar Tasooji , Sakineh Khodadadi

Linear-Quadratic-Gaussian (LQG) control is a fundamental control paradigm that is studied in various fields such as engineering, computer science, economics, and neuroscience. It involves controlling a system with linear dynamics and…

Optimization and Control · Mathematics 2023-11-02 Bahar Taşkesen , Dan A. Iancu , Çağıl Koçyiğit , Daniel Kuhn

This paper discusses discretization methods for implementing nonlinear model predictive controllers using Iterative Linear Quadratic Regulator (ILQR). Finite-difference approximations are mostly used to derive a discrete-time state equation…

Systems and Control · Electrical Eng. & Systems 2024-12-31 Katsuya Shigematsu , Hikaru Hoshino , Eiko Furutani

Iterative linear quadratic regulator (iLQR) has gained wide popularity in addressing trajectory optimization problems with nonlinear system models. However, as a model-based shooting method, it relies heavily on an accurate system model to…

Machine Learning · Computer Science 2022-09-16 Zilong Cheng , Yulin Li , Kai Chen , Jun Ma , Tong Heng Lee